Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47875.45 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46480.5 Kr¶

PnL: ---------------------------------------> -408.07 Kr¶

DD now: ---------------------------------> -1.551 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:26:13.612424'

Anic Portfolio¶

Today¶

Return: -0.078 %¶

This Week¶

Return: -0.078 %¶

Total¶

Return: 56.732 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.320000 3187.600000 216.600000 7.290000 2971.000006
HEBA B 70 0.890000 2779.000000 143.000000 5.420000 2636.000010
AcadeMedia 12 1.640000 603.000000 46.000000 8.260000 557.000004
Boozt 12 0.710000 1698.000000 44.000000 2.660000 1653.999996
Corem Property Group B 59 0.960000 619.500000 42.500000 7.370000 576.999999
SAAB B 8 -0.770000 3413.600000 36.600000 1.080000 3377.000000
MedCap 2 2.020000 454.000000 33.000000 7.840000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.580000 386.600000 31.600000 8.900000 355.000000
OEM International B 7 1.790000 555.800000 27.800000 5.270000 527.999997
Resurs Holding 22 0.110000 601.700000 27.700000 4.830000 573.999998
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 1.230000 693.200000 20.200000 3.000000 673.000000
Intrum 4 1.420000 543.600000 16.600000 3.150000 527.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.720000 544.400000 12.400000 2.330000 532.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
CTEK 13 1.470000 537.810000 3.810000 0.710000 533.999999
Sampo Oyj SDB 7 0.270000 3853.500000 3.500000 0.090000 3850.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.160000 566.400000 2.400000 0.430000 564.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -0.550000 574.200000 0.200000 0.030000 574.000000
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Nordea Bank Abp 29 0.120000 3452.740000 -1.260000 -0.040000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.500000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.300000 565.680000 -4.320000 -0.760000 570.000000
Midsona B 63 1.350000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 1.370000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.320000 3672.500000 -83.500000 -2.220000 3756.000001
OX2 18 0.190000 1451.700000 -212.300000 -12.760000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46480.500000 -408.070000 -1.55139% 46888.564618

Updated:¶

'2023-01-23 09:26:25.806653'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶